Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 48925.43 >2 Yr <= 3 Yr 893.18 30-90 Days CB-2 1276.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 57869.35 >2 Yr <= 3 Yr 7978.29 Open CB-3 6906.72 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 68425.09 >2 Yr <= 3 Yr 4234.39 Open E-1 12286.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 12554.20 >2 Yr <= 3 Yr 78.93 Open E-2 1661.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 28861.97 >2 Yr <= 3 Yr 1413.99 30-90 Days G-1 4183.01 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 25013.86 >2 Yr <= 3 Yr 1214.81 <30 Days G-2 4947.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 56190.00 >2 Yr <= 3 Yr 508.21 30-90 Days G-3 5163.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 97331.17 >2 Yr <= 3 Yr 8134.08 <30 Days IG-1 10410.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 1454.98 >2 Yr <= 3 Yr 204.75 30-90 Days IG-2 19.76 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 13872.07 >2 Yr <= 3 Yr 737.50 30-90 Days S-1 911.15 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 105134.92 >2 Yr <= 3 Yr 2604.34 91-180 Days S-2 13985.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 45244.95 >2 Yr <= 3 Yr 6111.45 <30 Days S-3 4198.80 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 41654.41 >2 Yr <= 3 Yr 924.36 91-180 Days S-4 2029.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 61362.49 >2 Yr <= 3 Yr 2001.00 30-90 Days S-5 11880.82 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 71317.04 >2 Yr <= 3 Yr 3797.89 Open S-6 827.09 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 9480.56 >2 Yr <= 3 Yr 1037.03 <30 Days S-7 1440.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 101079.59 >3 Yr <= 4 Yr 14355.74 Open A-0-Q 17953.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 27618.55 >3 Yr <= 4 Yr 250.77 Open A-1-Q 1365.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 34255.53 >3 Yr <= 4 Yr 3548.59 Open A-2-Q 234.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 72954.46 >3 Yr <= 4 Yr 9583.26 91-180 Days A-3-Q 10516.96 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 108857.26 >3 Yr <= 4 Yr 845.16 91-180 Days A-4-Q 18037.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 87743.92 >3 Yr <= 4 Yr 141.42 30-90 Days A-5-Q 16643.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 103142.15 >3 Yr <= 4 Yr 8473.64 91-180 Days CB-1-Q 10114.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 61373.40 >3 Yr <= 4 Yr 7896.41 Open CB-2-Q 7927.88 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 15713.95 >3 Yr <= 4 Yr 2051.35 Open S-1-Q 1196.68 No Risk Management